Futures and forward contracts
- Is This Time Different? Trend-Following and Financial
CrisesMark C. Hutchinson and John O’BrienThe Journal of Alternative Investments September 2014, 17 (2) 82-102; DOI: https://doi.org/10.3905/jai.2014.17.2.082 - Informed Trading and Price Discovery Around the ClockChan Wung Kim, Timothy T. Perry and Manjeet DhattThe Journal of Alternative Investments September 2014, 17 (2) 68-81; DOI: https://doi.org/10.3905/jai.2014.17.2.068
- Equity ETFs versus Index Futures: A Comparison for Fully Funded InvestorsAnanth Madhavan, Ursula Marchioni, Wei Li and Daphne Yan DuThe Journal of Index Investing August 2014, 5 (2) 66-75; DOI: https://doi.org/10.3905/jii.2014.5.2.066
- Which Types of Traders and Orders Profit from Futures Market Trading?Chun-Nan Chen, Carl R. Chen and Ying Sophie HuangThe Journal of Derivatives May 2014, 21 (4) 49-62; DOI: https://doi.org/10.3905/jod.2014.21.4.049
- Momentum’s Hidden Sensitivity to the
Starting DayPhilip Z. Maymin, Zakhar G. Maymin and Gregg S. FisherThe Journal of Investing May 2014, 23 (2) 114-123; DOI: https://doi.org/10.3905/joi.2014.23.2.114 - The VIX Futures Basis: Evidence and Trading StrategiesDavid P. Simon and Jim CampasanoThe Journal of Derivatives February 2014, 21 (3) 54-69; DOI: https://doi.org/10.3905/jod.2014.21.3.054
- Send in the Clones? Hedge Fund Replication Using Futures ContractsNicolas P.B. Bollen and Gregg S. FisherThe Journal of Alternative Investments September 2013, 16 (2) 80-95; DOI: https://doi.org/10.3905/jai.2013.16.2.080
- Volatility Exchange-Traded Notes:
Curse or Cure?Carol Alexander and Dimitris KorovilasThe Journal of Alternative Investments September 2013, 16 (2) 52-70; DOI: https://doi.org/10.3905/jai.2013.16.2.052 - Scarcity, Risk Premiums, and the Pricing
of Commodity Futures: The Case of Crude Oil ContractsMarco Haase and Heinz ZimmermannThe Journal of Alternative Investments June 2013, 16 (1) 43-71; DOI: https://doi.org/10.3905/jai.2013.16.1.043 - Advances in the Commodity Futures Literature:
A ReviewGeorge SkiadopoulosThe Journal of Derivatives February 2013, 20 (3) 85-96; DOI: https://doi.org/10.3905/jod.2013.20.3.085
Pages
- « first
- ‹ previous
- 1
- 2
- 3
Explore our content to discover more relevant research
- Security analysis and valuation
- Fixed income and structured finance
- Project finance (29)
- Factors, risk premia
- Factor-based models (58)
- Style investing (10)
- Other (11)
- Portfolio management/multi-asset allocation
- Portfolio theory (60)
- Portfolio construction (261)
- ESG investing (58)
- Manager selection (31)
- Other (30)
- Quantitative methods
- Statistical methods (201)
- Simulations (39)
- Quantitative methods (185)
- Risk management
- Tail risks (24)
- Risk management (126)
- Real assets/alternative investments/private equity
- Real estate (32)
- Commodities (56)
- Other real assets (30)
- Currency (27)
- Private equity (119)
- Long-term/retirement investing
- Wealth management (102)
- Retirement (165)
- Social security (17)
- Pension funds (25)
- Other (5)
- Performance measurement
- Performance measurement (317)
- Legal/regulatory/public policy
- International Investing
- Derivatives
- Options (123)
- Credit default swaps (27)
- Other (45)
- Mutual funds/passive investing/indexing
- Other (91)